It is known that wedge members in wedge sets of this type include cooperating rows of teeth on their first abutment surface. These rows of teeth includes such a jagged-like form that the wedge elements are easily displaced in a direction, where the distance between their second abutment surfaces is increased, and are restrained from displacement in the opposite direction. By this it is relatively easy to adjust the distance between the second abutment surfaces of the wedge members. Such wedge member is disclosed in e.g. GB 2 404 388. In addition to the first abutment surface of the wedge members there are longitudinal grooves and ribs with a dovetail-formed cross section in the wedge set according to said patent specification. By this the wedge elements are retained in engagement with each other so that they cannot be pulled away from each other in a direction perpendicular on their second abutment surface.